■ put-side pain■ call-side painTotal payout option writers would owe at each settle price (both sides, all open interest, ×100 shares) — low settles hurt put writers, high settles hurt call writers. The minimum — 10.5 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)NOK open contracts per strike for Fri, Oct 23.
Open-interest change — building vs unwinding
Needs two observed snapshot days for this expiration — the comparison appears automatically once the next weekday snapshot lands. We diff real observations only; nothing is estimated.
Volume by strike · Fri, Oct 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 85.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
Net dealer gamma per strike, in dollars per 1% move, assuming the standard convention (dealers long calls, short puts) — an assumption, not an observation. Above the amber flip level hedging tends to dampen moves; below it, to amplify them.
Greeks by strike · Fri, Oct 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.00
6
0.0148
0.00
-0.00
-0.01
0.98
-0.00
6.5
0.0260
0.00
-0.00
-0.02
0.97
-0.01
7
0.0465
0.00
-0.01
-0.03
0.94
-0.01
7.5
0.0836
0.00
-0.01
-0.06
0.89
-0.01
8
0.1451
0.00
-0.01
-0.11
0.79
-0.02
8.5
0.2274
0.00
-0.02
-0.21
0.65
-0.03
9
0.2984
0.01
-0.03
-0.35
0.49
-0.03
9.5
0.3187
0.01
-0.03
-0.51
0.35
-0.03
10
0.2872
0.01
-0.03
-0.65
0.24
-0.02
10.5
0.2320
0.01
-0.02
-0.76
0.16
-0.02
11
0.1762
0.00
-0.02
-0.84
0.11
-0.01
11.5
0.1295
0.00
-0.01
-0.89
0.07
-0.01
12
0.0938
0.00
-0.01
-0.93
0.05
-0.01
12.5
0.0676
0.00
-0.01
-0.95
0.04
-0.01
13
0.0487
0.00
-0.01
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 31 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.
Stacked — layer the expirations
Call open interest per strike, stacked across the checked expirations — each color is one expiry. Strikes are pruned to the liquid center of each chain.
Max pain is arithmetic, not prophecy: the settle price that would minimize what option writers pay out at expiration, computed from open interest alone. Prices sometimes gravitate toward heavy strikes into expiry — dealer hedging is a real flow — but the evidence that max pain predicts settlement better than chance is mixed, and we are not going to pretend otherwise. Use it as a map of where positioning is stacked, next to the fundamentals and the earnings calendar, not as a target.
Data: Cboe delayed public feed (~15 minutes), refreshed here about every 15 minutes. Open interest itself updates once daily, before the open. Educational information, not investment advice.